-26.3%
APH vs LYV
+6.6%
-32.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -46.6% |
| 7D | -48.7% | -4.0% | -44.8% | -47.6% |
| 30D | -51.9% | -5.5% | -46.5% | -50.7% |
| 3M | -43.6% | +7.8% | -51.3% | -43.4% |
| 6M | -37.5% | +9.4% | -46.9% | -37.5% |
| YTD | -38.6% | +21.8% | -60.4% | -38.6% |
| 1Y | -26.3% | +6.5% | -32.8% | -27.7% |
| All | -26.3% | +6.6% | -32.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling